+89.2%
USB vs MOH
+296.8%
-207.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +2.9% |
| 7D | +0.8% | -2.4% | +3.2% | +1.0% |
| 30D | +6.8% | +3.3% | +3.5% | +6.2% |
| 3M | -3.8% | +3.5% | -7.3% | -4.4% |
| 6M | +11.7% | +9.4% | +2.4% | +9.8% |
| YTD | +17.5% | +17.2% | +0.3% | +12.9% |
| 1Y | +33.8% | +33.7% | 0.0% | +25.8% |
| 3Y | +104.2% | -42.3% | +146.5% | +111.4% |
| 5Y | +26.4% | -33.4% | +59.8% | +25.1% |
| 10Y | +89.2% | +310.9% | -221.7% | +45.6% |
| All | +89.2% | +296.8% | -207.6% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling